Yes- latency is a big issue for this type of trading system.
Perhaps you could do consensus checking retrospectively? I.e., out of N supposedly identical servers a random one gets to make any given decision in real time but then a separate system goes back and compares all servers' results and stops their operation if there's divergence?
I guess, but it's more typical to do something like cap the total trading volume, position, risk limits etc. It's a more fundamental check on what you are doing.
Maybe the extra step in the workflow prohibits HFT?
Ya, I just assumed they would have at least 3 levels of
redundancy, or at least a person there who could pull
8 cords?